+545.1%
CL vs BMRN
+399.8%
+145.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +2.9% | -5.1% | -2.4% |
| 30D | -4.8% | +11.0% | -15.9% | -5.6% |
| 3M | +4.9% | +17.8% | -12.9% | +3.6% |
| 6M | -5.7% | +10.1% | -15.8% | -6.6% |
| YTD | +14.4% | +11.9% | +2.4% | +13.1% |
| 1Y | +8.7% | +17.2% | -8.5% | +7.0% |
| 3Y | +30.0% | -28.5% | +58.5% | +31.7% |
| 5Y | +28.4% | -21.7% | +50.0% | +28.3% |
| 10Y | +50.1% | -30.5% | +80.6% | +48.0% |
| All | +545.1% | +399.8% | +145.4% | +424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling